+1,844.9%
PWR vs BURL
+244.4%
+1,600.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.2% |
| 7D | +19.1% | +0.4% | +18.6% | +19.0% |
| 30D | -12.0% | -4.3% | -7.7% | -11.2% |
| 3M | -10.6% | -28.8% | +18.2% | -2.6% |
| 6M | -20.8% | -12.8% | -8.0% | -19.2% |
| YTD | +43.7% | -12.8% | +56.5% | +46.0% |
| 1Y | +35.0% | -12.3% | +47.2% | +35.9% |
| 3Y | +249.4% | +92.7% | +156.7% | +172.4% |
| 5Y | +422.1% | -6.5% | +428.7% | +378.8% |
| All | +1,844.9% | +244.4% | +1,600.5% | +1,254.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BURL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling